Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47730.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46335.19 Kr¶

PnL: ---------------------------------------> -553.38 Kr¶

DD now: ---------------------------------> -1.85 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:47:14.101032'

Anic Portfolio¶

Today¶

Return: 0.879 %¶

This Week¶

Return: 0.414 %¶

Total¶

Return: 56.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.380000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 0.380000 2744.000000 108.000000 4.100000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.630000 3448.000000 71.000000 2.100000 3377.000000
Corem Property Group B 59 3.090000 630.120000 53.120000 9.210000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.430000 383.600000 28.600000 8.060000 355.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
AcadeMedia 12 0.460000 582.000000 25.000000 4.490000 557.000004
Resurs Holding 22 3.820000 598.400000 24.400000 4.250000 573.999998
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Intrum 4 0.710000 540.000000 13.000000 2.470000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.610000 566.400000 2.400000 0.430000 564.000000
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.500000 243.360000 -2.640000 -1.070000 246.000000
Securitas B 6 0.530000 566.760000 -3.240000 -0.570000 570.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.280000 541.750000 -4.250000 -0.780000 546.000000
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Nordea Bank Abp 29 0.390000 3434.180000 -19.820000 -0.570000 3453.999992
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Axfood 13 0.180000 3647.800000 -108.200000 -2.880000 3756.000001
OX2 18 2.460000 1461.600000 -202.400000 -12.160000 1663.999992
Fasadgruppen Group 35 0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46335.190000 -553.380000 -1.85026% 46888.564618

Updated:¶

'2023-01-20 10:47:26.565526'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶